A simple proof of the Gaussian correlation conjecture extended to multivariate gamma distributions

By T. Royen. 2014

182 citations recorded by the source corpus.

An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case with one degree of freedom.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ede69fe32895a0a987aad3ba562845402d4a8437

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Georgios Moschidis
2. D. Matlak
3. Rafal Latala
4. Alexandros Eskenazis

In Statistics and Probability

1. Georgios Moschidis
2. D. Matlak
3. Rafal Latala
4. Alexandros Eskenazis
5. Roman Vershynin
6. Nicholas A. Cook
7. Radosław Adamczak
8. Mark Rudelson

Citations in the corpus

• The dimensional Brunn–Minkowski inequality in Gauss space (2020, background): “Other important examples of inequalities in Gauss space (see also [Lat02]) which crucially rely on the symmetry and convexity of the underlying sets are the S-inequality of Lata la and Oleszkiewicz [LO99] and Royen’s correlation inequality [Roy14].”
• Royen’s Proof of the Gaussian Correlation Inequality (2015, background): “,X 2 n) has an n-variate gamma distribution (see [7] for details).”